+481.0%
MSTR vs INCY
+15.3%
+465.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | -13.4% | +1.1% | -14.5% | -13.7% |
| 30D | -22.1% | +8.4% | -30.5% | -24.1% |
| 3M | +15.0% | +0.4% | +14.6% | +14.5% |
| 6M | -37.3% | +22.4% | -59.7% | -42.0% |
| YTD | -26.5% | +22.5% | -49.0% | -32.0% |
| 1Y | -46.5% | +14.8% | -61.2% | -49.5% |
| 3Y | +121.1% | +127.7% | -6.6% | +63.7% |
| 5Y | +37.5% | +84.4% | -46.9% | +11.4% |
| All | +481.0% | +15.3% | +465.7% | +366.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling